I was also looking for the same solution and used a miniOrange plugin.
They have multiple solutions for SAML SSO, OAuth, and LDAP.
You can also search the Joomla Extension Directory (JED) for "miniOrange single sign-on solution".
We had the same issue yesterday along with another issue which was part of the same problem.
We had tried everything mentioned above then decided to ring the hosting company. This was a good move because they pointed out that we had an email routing issue.
Newly registered users didn't receive an email.
The answer was in the Hosting cPanel under email ...
I found that on Joomla 3.9.22, a link to /component/users/?task=user.logout worked as a logout link that did not require a userToken. When I used index.php?option=com_users&view=login&layout=logout&task=user.menulogout, it instead forwarded to a page containing only a logout button.